Let X 1 ,...,X n be n independent random variables with the same distribution function F a. Convince yourself that for any numbers x 1 ,...,x n   it is true that b. Let Z = max  Use Exercise 8.9 and...

Let X₁,...,X_n
be n independent random variables with the same distribution function F

a. Convince yourself that for any numbers x₁,...,x_n  it is true that

b. Let Z = max
 Use Exercise 8.9 and the observation in a to deduce the formula